| 信用风险模型综述 |
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| 引用本文： | 彭书杰,胡素华.信用风险模型综述[J].当代经济管理,2003,25(2):36-40. |
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| 作者姓名： | 彭书杰 胡素华 |
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| 作者单位： | 天津大学管理学院,天津,300072 |
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| 基金项目： | 国家自然科学基金资助项目(79600016) |
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| 摘 要： | 本文阐述了信用风险模型的构成要素与基本框架,并介绍了信用风险模型的应用与发展趋势,旨在为研究与发展适合我国国情的信用风险模型,改善与提高我国商业银行风险管理水平提供基本的研究思路和方向。
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| 关 键 词： | 信用风险 违约概率 信用风险模型 |
| 文章编号： | 1003-3920(2003)02-0036-05 |
Review on Credit Risk Models |
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| PENG Shu-jie,HU Su-hua.Review on Credit Risk Models[J].Contemporary Economic Management,2003,25(2):36-40. |
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| Authors: | PENG Shu-jie HU Su-hua |
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| Abstract: | In this article,elements and basic framework of credit risk models are discussed first,which is very helpful for the commercial banks to build their own credit risk models;then we describe the application and new development of credit risk models in devel -oped countries in order that commercial banks can learn from them,catch up with them and have the ca-pacity to compete with them. |
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| Keywords: | credit risk probability of default credit risk model |
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